VGIT Options History — December 2024

In December 2024, VGIT traded between $57.78 and $59.03. ATM implied volatility averaged 5.5%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 1.3% (HV 20d: 4.1%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2024-12-03: Highest Volume — 91 contracts
  • 2024-12-27: Largest IV spike — 128.7% change
  • 2024-12-27: Highest IV Rank — 26.3%
  • 2024-12-27: Largest Expected Move — 3.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.40$57.78$59.03$58.84$57.99
Max Pain$59.33$58.00$60.00$58.00$58.00
ATM IV5.5%4.4%10.8%5.5%5.0%
Expected Move1.6%1.3%3.1%1.6%1.4%
HV 20d4.1%3.6%4.8%4.8%3.9%
HV 60d4.3%4.2%4.5%4.2%4.2%
IV Rank5.7%1.8%26.3%5.8%3.8%
IV Percentile15.4%0.8%98.8%14.7%8.3%
Term Structure-0.6%-12.6%0.4%-0.2%-0.0%
VWIV6.9%4.9%17.5%5.6%5.1%
Skew 25d-0.2%-6.7%8.2%0.2%0.8%
Skew 10d-0.2%-2.2%1.6%0.2%0.9%
Call IV 25d4.6%3.3%10.6%4.5%3.7%
Put IV 25d4.4%2.5%13.0%4.7%4.5%
Bid-Ask Spread %118.30101.28133.35121.87121.77
Gamma HHI0.410.210.740.290.27
Net GEX101.0K-111.6K354.7K105.4K-26.2K
Net DEX-63.2K-540.8K380.0K-228.0K80.2K
Net VEX-1.7K-2.4K-916-2.2K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.003.330.001.00
Total Volume13.8109131
Total OI798.81635872792686

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$58.84$58.005.5%1.6%4.8%5.8%0.0%0.2%-0.2%105.4K-228.0K-2.2K0.00121.87N/AN/A30569223
2024-12-03$58.75$58.005.6%1.6%4.7%6.1%5.6%-0.4%-0.5%89.2K-152.0K-2.1K0.00122.73N/AN/A910566223
2024-12-04$58.89$58.005.6%1.6%4.8%6.3%0.0%-0.2%-0.3%241.6K-436.9K-2.4K0.00121.52N/AN/A00634223
2024-12-05$58.89$60.005.5%1.5%4.1%5.7%5.2%-1.6%0.0%253.4K-448.0K-2.3K0.00101.28N/AN/A40634223
2024-12-06$59.03$60.004.5%1.3%3.8%2.1%0.0%-0.8%0.3%307.7K-540.8K-2.1K0.00121.57N/AN/A00635223
2024-12-09$58.92$60.004.8%1.4%3.9%3.0%4.9%-1.5%0.0%322.8K-424.7K-2.0K0.10108.46N/AN/A101635223
2024-12-10$58.86$60.004.9%1.4%3.8%3.3%0.0%0.1%0.0%337.1K-393.2K-1.9K0.00112.05N/AN/A50645223
2024-12-11$58.75$60.004.5%1.3%3.6%2.1%0.0%-0.7%0.2%354.7K-258.5K-1.8K0.00110.10N/AN/A200649223
2024-12-12$58.61$60.004.5%1.3%3.7%2.0%0.0%-1.6%0.1%98.0K-102.3K-1.9K0.00110.71N/AN/A50639223
2024-12-13$58.44$60.004.4%1.3%3.9%1.8%0.0%-0.5%0.1%77.2K-19.4K-1.9K0.00109.59N/AN/A180639223
2024-12-16$58.45$60.004.7%1.3%3.8%2.7%5.3%-0.3%-0.3%81.2K8.3K-1.7K0.00107.39N/AN/A01637223
2024-12-17$58.45$60.0010.5%3.0%3.8%25.2%0.0%8.2%-0.5%78.3K4.4K-1.7K0.00129.17N/AN/A00637224
2024-12-18$58.09$60.004.9%1.4%4.4%3.6%0.0%-0.7%0.1%-75.1K272.5K-1.2K0.00116.83N/AN/A00637215
2024-12-19$57.98$60.004.8%1.4%4.4%3.0%0.0%-1.5%0.2%-111.6K380.0K-1.0K0.50126.31N/AN/A21637215
2024-12-20$58.14$60.004.9%1.4%4.6%3.4%0.0%1.1%0.0%69.1K177.9K-1.1K0.61124.65N/AN/A2817639215
2024-12-23$57.97$60.004.9%1.4%4.7%3.7%4.9%0.1%0.0%-12.6K319.1K-9760.10121.94N/AN/A202506164
2024-12-24$57.78$60.004.6%1.3%4.0%2.4%0.0%0.2%0.4%-13.5K320.4K-9600.00119.88N/AN/A00526165
2024-12-26$57.84$58.004.7%1.4%4.0%2.9%0.0%0.7%0.2%-5.3K-3.1K-9160.00120.64N/AN/A020526109
2024-12-27$57.78$58.0010.8%3.1%3.8%26.3%17.5%-6.7%-12.6%-25.7K42.7K-1.2K3.33133.35N/AN/A930526129
2024-12-30$58.02$58.005.1%1.5%4.0%4.2%5.1%1.0%-0.1%-24.7K74.1K-1.7K1.00122.46N/AN/A11525159
2024-12-31$57.99$58.005.0%1.4%3.9%3.8%0.0%0.8%-0.0%-26.2K80.2K-1.7K0.00121.77N/AN/A01526160